相关论文: Male Earnings Volatility in LEHD before, during, a…

We study how increases in remote work opportunities for men affect their spouses' labor supply. Exploiting variation in the change in work-from-home (WFH) exposure across occupations before and after the COVID-19 pandemic, we find that…

This paper presents a novel approach to distinguish the impact of duration-dependent forces and adverse selection on the exit rate from unemployment by leveraging variation in the length of layoff notices. I formulate a Mixed Hazard model…

We use place of birth information from the Social Security Administration linked to earnings data from the Longitudinal Employer-Household Dynamics Program and detailed race and ethnicity data from the 2010 Census to study how long-term…

We propose a method of analyzing multivariate time series data that investigates lead-lag relationships among economic indicators during the COVID-19 era with a weighted directed network of lagged variables. The analysis includes a stock…

Longitudinal biomarker data and cross-sectional outcomes are routinely collected in modern epidemiology studies, often with the goal of informing tailored early intervention decisions. For example, hormones such as estradiol and…

We introduce a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are functionals of these coefficients, including predicted one-step-ahead and stationary…

In this paper, I explored how a range of regression and machine learning techniques can be applied to monthly U.S. unemployment data to produce timely forecasts. I compared seven models: Linear Regression, SGDRegressor, Random Forest,…

Empirical studies on food expenditure are largely based on cross-section data and for a few studies based on longitudinal (or panel) data the focus has been on the conditional mean. While the former, by construction, cannot model the…

We report results from the first comprehensive total quality evaluation of five major indicators in the U.S. Census Bureau's Longitudinal Employer-Household Dynamics (LEHD) Program Quarterly Workforce Indicators (QWI): total…

We study the long-term health and human capital impacts of local economic conditions experienced during the first 1,000 days of life. We combine historical data on monthly unemployment rates in urban England and Wales 1952-1967 with data…

We revisit the index leverage effect, that can be decomposed into a volatility effect and a correlation effect. We investigate the latter using a matrix regression analysis, that we call `Principal Regression Analysis' (PRA) and for which…

We estimate the dynamic distributional effects of financial shocks in the Euro Area using survey-based microdata on personal incomes. We find that positive financial shocks increase inequality, with heterogeneity across different income…

The twentieth century was a period of outstanding economic growth together with an unequal income distribution. This paper analyses the international distribution of growth rates and its dynamics during the twentieth century. We show that…

The average and median income dependence on work experience and time is analyzed and modeled for the USA. The original data set providing the mean and median income estimates in 10 year long intervals spans a long time period of almost 35…

Data for many nations show a long-run increase, over many decades, of income, indexed by GDP per capita, and population health, indexed by mortality or life expectancy at birth (LEB). However, the short-run and long-run relationships…

We present a stylized model with feedback loops for the evolution of a population's wealth over generations. Individuals have both talent and wealth: talent is a random variable distributed identically for everyone, but wealth is a random…

Many studies have analyzed how variability in reproductive success affects fitness. However, each study tends to focus on a particular problem, leaving unclear the overall structure of variability in populations. This fractured conceptual…

This paper considers how the effect of job displacement varies across different individuals. In particular, our interest centers on features of the distribution of the individual-level effect of job displacement. Identifying features of…

A class of heterogeneous agent models is investigated where investors switch trading position whenever their motivation to do so exceeds some critical threshold. These motivations can be psychological in nature or reflect behaviour…

This study utilised the dynamics of five time-varying models to estimate six essential features of financial return volatility that are relevant for robust risk management. These features include pronounced persistence, mean reversion,…